by Nicolas Rabener | Jul 5, 2021 | Uncategorized
Factor Olympics Q2 2021 And the winner is… July 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe Q1 2021 factor rotation into Value and Size has reversedValue is the only factor with positive performance in 1H 2021Momentum has generated the...
by Nicolas Rabener | May 10, 2021 | Uncategorized
Improving the Odds of Value Investing Tactical versus Strategic Allocations to Value May 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The stock market volatility, skewness, and yield curve influence the performance of the value factor Investors...
by Nicolas Rabener | Apr 26, 2021 | Uncategorized
Factor Investing: The Truth Has Many Shades Scientific investing unfortunately isn’t that scientific. April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The data from Professor French has laid the foundation for factor investing However, over...
by Nicolas Rabener | Apr 5, 2021 | Uncategorized
Factor Olympics Q1 2021 And the winner is… April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Q1 2021 featured a major factor rotation Value & Size, the losers of previous years, are leading the scoreboard In contrast, Momentum, Quality,...
by Nicolas Rabener | Mar 1, 2021 | Uncategorized
Good versus Bad Value Stocks Trying to avoid value traps March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value stocks can be easily filtered by applying quality metrics in order to sort out value traps Value & High Quality generated higher...
